0 very conservative

Asset Allocation

Position	Category/Sector	Target Weight
IAU iShares Gold Trust	Gold, Precious Metals	20%
QQQ Invesco QQQ ETF	Large Cap Growth Equities	8%
SCHP Schwab U.S. TIPS ETF	Inflation-Protected Bonds	5%
VEU Vanguard FTSE All-World ex-US ETF	Foreign Large Cap Equities	20%
VGIT Vanguard Intermediate-Term Treasury ETF	Government Bonds	8%
VGLT Vanguard Long-Term Treasury ETF	Government Bonds, Long-Term Bond	8.50%
VGSH Vanguard Short-Term Treasury ETF	Government Bonds, Short-Term Bond	8.50%
VOO Vanguard S&P 500 ETF	S&P 500	10%
XLP State Street Consumer Staples Select Sector SPDR ETF	Consumer Staples Equities	4%
XLU Utilities Select Sector SPDR Fund	Utilities Equities	4%
XLV State Street Health Care Select Sector SPDR ETF	Health & Biotech Equities	4%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 0 very conservative, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

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The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO

Returns By Period

As of Apr 2, 2026, the 0 very conservative returned 2.08% Year-To-Date and 9.43% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio 0 very conservative	-0.42%	-3.68%	2.08%	5.95%	20.39%	14.99%	9.11%	9.43%
Portfolio components:
VOO Vanguard S&P 500 ETF	0.11%	-3.33%	-3.55%	-1.41%	17.60%	18.47%	11.96%	14.19%
QQQ Invesco QQQ ETF	0.11%	-2.64%	-4.65%	-3.18%	23.45%	22.97%	13.18%	19.05%
XLU Utilities Select Sector SPDR Fund	0.50%	-0.86%	9.31%	6.98%	20.02%	14.75%	11.01%	9.89%
XLP State Street Consumer Staples Select Sector SPDR ETF	0.53%	-6.14%	6.01%	6.51%	3.19%	5.77%	6.56%	7.15%
XLV State Street Health Care Select Sector SPDR ETF	-0.62%	-5.95%	-4.77%	3.39%	3.55%	5.64%	6.45%	9.60%
VEU Vanguard FTSE All-World ex-US ETF	-0.67%	-2.48%	2.90%	6.78%	27.80%	15.65%	7.59%	9.14%
IAU iShares Gold Trust	-1.94%	-8.32%	8.34%	21.05%	49.18%	32.68%	21.72%	14.14%
SCHP Schwab U.S. TIPS ETF	0.45%	-0.60%	0.82%	0.63%	3.42%	3.21%	1.46%	2.60%
VGSH Vanguard Short-Term Treasury ETF	0.09%	-0.23%	0.34%	1.33%	3.82%	3.98%	1.80%	1.74%
VGIT Vanguard Intermediate-Term Treasury ETF	0.13%	-1.05%	0.03%	0.77%	4.08%	3.19%	0.33%	1.32%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 10, 2010, 0 very conservative's average daily return is +0.03%, while the average monthly return is +0.71%. At this rate, your investment would double in approximately 8.2 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2022 with a return of +7.0%, while the worst month was Sep 2022 at -6.6%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 0 very conservative closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +4.4%, while the worst single day was Mar 12, 2020 at -5.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.23%	4.10%	-6.28%	0.38%									2.08%
2025	3.08%	1.54%	0.85%	1.63%	1.89%	2.33%	0.02%	2.60%	4.34%	2.03%	1.81%	0.42%	24.96%
2024	-0.34%	1.52%	3.49%	-1.58%	3.14%	0.84%	2.69%	2.29%	2.65%	-1.36%	0.89%	-2.36%	12.29%
2023	5.14%	-3.48%	4.70%	1.23%	-1.35%	1.87%	1.90%	-2.10%	-3.90%	-0.17%	5.69%	3.63%	13.29%
2022	-3.10%	-0.34%	0.72%	-5.08%	-0.50%	-4.09%	3.20%	-3.40%	-6.60%	1.83%	6.96%	-1.69%	-12.16%
2021	-1.14%	-1.59%	1.20%	2.97%	2.26%	-0.51%	1.72%	1.16%	-3.25%	2.85%	-0.87%	2.92%	7.73%

Benchmark Metrics

0 very conservative has an annualized alpha of 3.23%, beta of 0.42, and R² of 0.66 versus S&P 500 Index. Calculated based on daily prices since September 10, 2010.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (49.08%) than losses (44.25%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 3.23% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
Beta of 0.42 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 3.23%

Beta: 0.42

R²: 0.66

Upside Capture: 49.08%

Downside Capture: 44.25%

Expense Ratio

0 very conservative has an expense ratio of 0.10%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Top 10 holdings

IAU

iShares Gold Trust

QQQ

Invesco QQQ ETF

XLU

Utilities Select Sector SPDR Fund

XLP

State Street Consumer Staples Select Sector SPDR ETF

XLV

State Street Health Care Select Sector SPDR ETF

VEU

Vanguard FTSE All-World ex-US ETF

SCHP

Schwab U.S. TIPS ETF

VGIT

Vanguard Intermediate-Term Treasury ETF

VOO

Vanguard S&P 500 ETF

VGSH

Vanguard Short-Term Treasury ETF

Return for Risk

Risk / Return Rank

0 very conservative ranks 82 for risk / return — in the top 82% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.87	0.88	+0.99
Sortino ratio Return per unit of downside risk	2.55	1.37	+1.18
Omega ratio Gain probability vs. loss probability	1.38	1.21	+0.17
Calmar ratio Return relative to maximum drawdown	2.43	1.39	+1.04
Martin ratio Return relative to average drawdown	10.24	6.43	+3.80
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VOO Vanguard S&P 500 ETF	54	0.98	1.49	1.23	1.53	7.13
QQQ Invesco QQQ ETF	59	1.04	1.62	1.23	1.93	7.00
XLU Utilities Select Sector SPDR Fund	62	1.27	1.73	1.24	2.24	5.38
XLP State Street Consumer Staples Select Sector SPDR ETF	16	0.23	0.43	1.05	0.30	0.71
XLV State Street Health Care Select Sector SPDR ETF	16	0.20	0.40	1.05	0.39	0.83
VEU Vanguard FTSE All-World ex-US ETF	79	1.62	2.23	1.33	2.46	9.28
IAU iShares Gold Trust	80	1.78	2.21	1.33	2.58	9.32
SCHP Schwab U.S. TIPS ETF	36	0.84	1.17	1.15	1.19	3.52
VGSH Vanguard Short-Term Treasury ETF	96	2.67	4.30	1.58	4.26	16.01
VGIT Vanguard Intermediate-Term Treasury ETF	52	1.08	1.61	1.19	1.64	5.01

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

0 very conservative Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 1.87
5-Year: 0.97
10-Year: 1.04
All Time: 0.97

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.00 to 1.69, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of 0 very conservative compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

0 very conservative provided a 2.22% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.22%	2.27%	2.28%	2.10%	1.97%	1.60%	1.45%	1.86%	1.91%	1.61%	1.68%	1.67%
Portfolio components:
VOO Vanguard S&P 500 ETF	1.18%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%
QQQ Invesco QQQ ETF	0.48%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
XLU Utilities Select Sector SPDR Fund	2.57%	2.71%	2.96%	3.39%	2.92%	2.79%	3.14%	2.95%	3.33%	3.33%	3.41%	3.67%
XLP State Street Consumer Staples Select Sector SPDR ETF	2.66%	2.75%	2.77%	2.63%	2.47%	2.28%	2.50%	2.57%	3.04%	2.62%	2.53%	2.52%
XLV State Street Health Care Select Sector SPDR ETF	1.71%	1.60%	1.67%	1.59%	1.47%	1.33%	1.49%	2.17%	1.57%	1.47%	1.60%	1.43%
VEU Vanguard FTSE All-World ex-US ETF	2.90%	3.09%	3.24%	3.32%	3.12%	3.08%	2.00%	3.10%	3.27%	2.66%	2.96%	2.95%
IAU iShares Gold Trust	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHP Schwab U.S. TIPS ETF	3.70%	4.06%	2.99%	3.02%	7.19%	4.39%	1.11%	2.02%	2.26%	1.90%	1.38%	0.28%
VGSH Vanguard Short-Term Treasury ETF	3.92%	4.00%	4.18%	3.31%	1.15%	0.66%	1.74%	2.28%	1.79%	1.10%	0.84%	0.69%
VGIT Vanguard Intermediate-Term Treasury ETF	3.82%	3.79%	3.67%	2.73%	1.74%	1.69%	2.23%	2.24%	2.05%	1.67%	1.69%	1.69%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the 0 very conservative. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the 0 very conservative was 18.76%, occurring on Oct 14, 2022. Recovery took 325 trading sessions.

The current 0 very conservative drawdown is 5.52%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-18.76%	Jan 3, 2022	198	Oct 14, 2022	325	Feb 1, 2024	523
-15.25%	Feb 20, 2020	22	Mar 20, 2020	50	Jun 2, 2020	72
-8.93%	Jan 29, 2018	229	Dec 24, 2018	59	Mar 21, 2019	288
-8.49%	Mar 2, 2026	19	Mar 26, 2026	—	—	—
-8.39%	Apr 29, 2015	184	Jan 20, 2016	58	Apr 13, 2016	242

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 11 assets, with an effective number of assets of 8.03, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	Benchmark	IAU	VGSH	SCHP	XLU	VGLT	VGIT	XLP	XLV	QQQ	VEU	VOO	Portfolio
Benchmark	1.00	0.04	-0.14	-0.07	0.43	-0.24	-0.21	0.61	0.73	0.90	0.82	1.00	0.76
IAU	0.04	1.00	0.30	0.33	0.13	0.24	0.31	0.05	0.03	0.03	0.19	0.04	0.53
VGSH	-0.14	0.30	1.00	0.56	0.10	0.56	0.76	0.00	-0.08	-0.12	-0.07	-0.13	0.16
SCHP	-0.07	0.33	0.56	1.00	0.14	0.75	0.76	0.01	-0.05	-0.05	-0.02	-0.07	0.26
XLU	0.43	0.13	0.10	0.14	1.00	0.08	0.10	0.60	0.43	0.29	0.37	0.43	0.49
VGLT	-0.24	0.24	0.56	0.75	0.08	1.00	0.85	-0.08	-0.15	-0.18	-0.20	-0.23	0.10
VGIT	-0.21	0.31	0.76	0.76	0.10	0.85	1.00	-0.05	-0.13	-0.16	-0.15	-0.21	0.15
XLP	0.61	0.05	0.00	0.01	0.60	-0.08	-0.05	1.00	0.62	0.46	0.52	0.61	0.56
XLV	0.73	0.03	-0.08	-0.05	0.43	-0.15	-0.13	0.62	1.00	0.62	0.61	0.73	0.62
QQQ	0.90	0.03	-0.12	-0.05	0.29	-0.18	-0.16	0.46	0.62	1.00	0.72	0.90	0.70
VEU	0.82	0.19	-0.07	-0.02	0.37	-0.20	-0.15	0.52	0.61	0.72	1.00	0.82	0.82
VOO	1.00	0.04	-0.13	-0.07	0.43	-0.23	-0.21	0.61	0.73	0.90	0.82	1.00	0.76
Portfolio	0.76	0.53	0.16	0.26	0.49	0.10	0.15	0.56	0.62	0.70	0.82	0.76	1.00

The correlation results are calculated based on daily price changes starting from Sep 10, 2010

0 very conservative

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Top 10 holdings

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table